Extreme behavior of multivariate phase-type distributions
Year of publication: |
2007
|
---|---|
Authors: | Asimit, Alexandru V. ; Jones, Bruce L. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 41.2007, 2, p. 223-233
|
Subject: | Finanzmathematik | Mathematical finance | Multivariate Analyse | Multivariate analysis |
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